Zhu, Lingjiong - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 544-550
In this paper, we obtain the finite-horizon and infinite-horizon ruin probability asymptotics for risk processes with … claims of subexponential tails for non-stationary arrival processes that satisfy a large deviation principle. As a result …-renewal point processes: Hawkes process, Cox process with shot noise intensity and self-correcting point process. We also show some …